Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.33% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4906 | 7.30 | |
| 0.1353 | 7.66 | |
| 0.7831 | 31.32 | |
| -0.0446 | -1.21 | |
| 0.1271 | 2.37 | |
| -0.1813 | -5.13 | |
| 0.1920 | 5.74 | |
| -0.1611 | -4.87 | |
| 0.1214 | 3.79 | |
| -0.0742 | -2.20 | |
| 0.0183 | 0.50 | |
| 0.0029 | 0.11 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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